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SIM Fills
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SIM Fills
I am testing a strategy that trades large orders through market orders. I have selected the option Partial Fills under Tools/Simulator. How can I make SIM more accurate to live in terms of getting fills with large orders?Tags: None
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Checking the "Enforce Partial Fills" should ensure that large orders will be partially filled based on market volume. If this is not working as you expect, can you please check under Tools-> Options-> Simulator tab, if you've also checked "Enforce Immediate Fills"? Do so may prevent the enforce partial fills from working realistically as you're expectingLast edited by NinjaTrader_Matthew; 10-24-2014, 12:17 PM.MatthewNinjaTrader Product Management
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Yes I am doing that but is that accurate for when we trade Live? I want to get the most accurate results that I will be similar to live.
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There is no way to accurately predict how an order may fill and depends on several market dynamics. We try to simulate these dynamics by using several variables such as bid/ask volume and the time the order was submitted to help determine if an order may theoretically fill if it were live.
What you would see with the enforce partial fills option checked is the order will only completely fill if there is enough volume at that price to satisfy and order. Otherwise you'll see the order spill over into other prices where there is enough volume, like you see with the live market.MatthewNinjaTrader Product Management
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